J. Thomas Beale

J. Thomas Beale, Wenjun Ying

Several important problems in partial differential equations can be formulated as integral equations. Often the integral operator defines the solution of an elliptic problem with specified jump conditions at an interface. In principle the integral equation can be solved by replacing the integral operator with a finite difference calculation on a regular grid. A practical method of this type has been developed by the second author. In this paper we prove the validity of a simplified version of this method for the Dirichlet problem in a general domain in $R^2$ or $R^3$. Given a boundary value, we solve for a discrete version of the density of the double layer potential using a low order interface method. It produces the Shortley-Weller solution for the unknown harmonic function with accuracy $O(h^2)$. We prove the unique solvability for the density, with bounds in norms based on the energy or Dirichlet norm, using techniques which mimic those of exact potentials. The analysis reveals that this crude method maintains much of the mathematical structure of the classical integral equation. Examples are included.

Svetlana Tlupova, J. Thomas Beale

We present a numerical method for computing the single layer (Stokeslet) and double layer (stresslet) integrals in Stokes flow. The method applies to smooth, closed surfaces in three dimensions, and achieves high accuracy both on and near the surface. The singular Stokeslet and stresslet kernels are regularized and, for the nearly singular case, corrections are added to reduce the regularization error. These corrections are derived analytically for both the Stokeslet and the stresslet using local asymptotic analysis. For the case of evaluating the integrals on the surface, as needed when solving integral equations, we design high order regularizations for both kernels that do not require corrections. This approach is direct in that it does not require grid refinement or special quadrature near the singularity, and therefore does not increase the computational complexity of the overall algorithm. Numerical tests demonstrate the uniform convergence rates for several surfaces in both the singular and near singular cases, as well as the importance of corrections when two surfaces are close to each other.

J. Thomas Beale, Wenjun Ying, Jason R. Wilson

We present a simple, accurate method for computing singular or nearly singular integrals on a smooth, closed surface, such as layer potentials for harmonic functions evaluated at points on or near the surface. The integral is computed with a regularized kernel and corrections are added for regularization and discretization, which are found from analysis near the singular point. The surface integrals are computed from a new quadrature rule using surface points which project onto grid points in coordinate planes. The method does not require coordinate charts on the surface or special treatment of the singularity other than the corrections. The accuracy is about $O(h^3)$, where $h$ is the spacing in the background grid, uniformly with respect to the point of evaluation, on or near the surface. Improved accuracy is obtained for points on the surface. The treecode of Duan and Krasny for Ewald summation is used to perform sums. Numerical examples are presented with a variety of surfaces.

J. Thomas Beale

We prove that uniform accuracy of almost second order can be achieved with a finite difference method applied to Navier-Stokes flow at low Reynolds number with a moving boundary, or interface, creating jumps in the velocity gradient and pressure. Difference operators are corrected to $O(h)$ near the interface using the immersed interface method, adding terms related to the jumps, on a regular grid with spacing $h$ and periodic boundary conditions. The force at the interface is assumed known within an error tolerance; errors in the interface location are not taken into account. The error in velocity is shown to be uniformly $O(h^2|\log{h}|^2)$, even at grid points near the interface, and, up to a constant, the pressure has error $O(h^2|\log{h}|^3)$. The proof uses estimates for finite difference versions of Poisson and diffusion equations which exhibit a gain in regularity in maximum norm.